Paper Review Records
All Paper Review Records
11 valid samples · Newest publication first
Review days = acceptance date − received date. PDF, DOI, and publisher-page sources are retained.
261
days
A Robust Topological Framework for Detecting Regime Changes in Multi‐Trial Experiments With Application to Predictive Maintenance
AuthorsAnass El‐Yaagoubi; Jean‐Marc Freyermuth; Hernando Ombao
Affiliations1. Statistics Program King Abdullah University of Science and Technology (KAUST) Thuwal Saudi Arabia; 2. I2M, CNRS Aix Marseille University Marseille France; 3. Bioengineering Program King Abdullah University of Science and Technology (KAUST) Thuwal Saudi Arabia
332
days
Online Jump and Kink Detection in Segmented Linear Regression: Statistical Optimality Meets Computational Efficiency
AuthorsAnnika Hüselitz; Housen Li; Axel Munk
Affiliations1. Institute for Mathematical Stochastics University of Göttingen Göttingen Germany; 2. Cluster of Excellence “Multiscale Bioimaging: from Molecular Machines to Networks of Excitable Cells” (MBExC) University of Göttingen Göttingen Germany
351
days
Moving Sum Procedure for Multiple Change Point Detection in Large Factor Models
AuthorsMatteo Barigozzi; Haeran Cho; Lorenzo Trapani
Affiliations1. Department of Economics Università di Bologna Bologna Italy; 2. School of Mathematics University of Bristol Bristol UK; 3. Department of Economics and Management Universita' di Pavia Pavia Italy; 4. School of Business University of Leicester Leicester UK
410
days
Online Network Change Point Detection With Missing Values and Temporal Dependence
AuthorsHaotian Xu; Paromita Dubey; Yi Yu
Affiliations1. Department of Mathematics and Statistics Auburn University Auburn Alabama USA; 2. Department of Data Sciences and Operations, Marshall School of Business University of Southern California Los Angeles California USA; 3. Department of Statistics University of Warwick Coventry UK
234
days
The Dual Frequency Spectral Density Function of Locally Periodic Stationary Processes With an Application to Testing for Correlation Between Different Frequency Bands of a Time Series
AuthorsPramita Bagchi; Noah Bolanos; Jaeseon Lee; Suhasini Subba Rao
Affiliations1. Department of Biostatistics & Bioinformatics George Washington University Washington, DC USA; 2. Department of Statistics Texas A&M University College Station Texas USA
489
days
Independent Component Analysis With Heavy Tails Using Distance Covariance
AuthorsRichard A. Davis; Leon Fernandes
Affiliations1. Department of Statistics Columbia University New York City New York USA
408
days
Towards Identification of Shocks in Linear State‐Space Models: Application to Stochastic Volatility Model
AuthorsStéphane Gregoir; Nour Meddahi
Affiliations1. Toulouse School of Economics Université Toulouse Capitole Toulouse France
334
days
Second‐Order Properties of the Convolved Subsampling Method for Time Series
AuthorsSayan Das; Todd A. Kuffner; Soumendra N. Lahiri; Daniel J. Nordman
Affiliations1. Department of Statistics and Data Science Washington University in St. Louis St. Louis Missouri USA; 2. Department of Statistics Iowa State University Ames Iowa USA
378
days
Latent Gaussian Dynamic Factor Modeling and Forecasting for Multivariate Count Time Series
AuthorsYounghoon Kim; Marie‐Christine Düker; Zachary F. Fisher; Vladas Pipiras
Affiliations1. Cornell University Ithaca New York USA; 2. Friedrich‐Alexander‐Universität Erlangen‐Nürnberg Erlangen Germany; 3. The Pennsylvania State University State College USA; 4. University of North Carolina at Chapel Hill Chapel Hill United States
307
days
Modeling Nonstationary Time Series Using Locally Stationary Basis Processes
AuthorsShreyan Ganguly; Peter F. Craigmile
Affiliations1. Department of Statistics The Ohio State University Columbus Ohio USA; 2. Department of Mathematics and Statistics Hunter College, CUNY New York New York USA
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SampleLatest 5 valid paper samples from 2026
Average review96.4 days
Median77 days